scholarly journals A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets

2014 ◽  
pp. 245-257 ◽  
Author(s):  
Songsak Sriboonchitta ◽  
Jianxu Liu ◽  
Vladik Kreinovich ◽  
Hung T. Nguyen
Keyword(s):  
Stock Markets ◽  
Financial Risk ◽  
Copula Approach ◽  
Vine Copula

Vine copula approach for modelling dependence of commodity and stock markets

2021 ◽  
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Author(s):  
Ayşe Meti̇n Karakaş ◽  
Aslıhan Demi̇r ◽  
Sinan Çalik
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Stock Markets ◽  
Copula Approach ◽  
Vine Copula

Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach

2020 ◽  
Author(s):  
Khamis Hamed Al‐Yahyaee ◽  
Syed Jawad Hussain Shahzad ◽  
Walid Mensi ◽  
Seong‐Min Yoon
Keyword(s):  
Systemic Risk ◽  
Stock Markets ◽  
Copula Approach ◽  
Risk Metric

Measuring financial contagion between major european stock markets via the regime-switching vine copula model

2018 ◽  
Vol 0 (0) ◽  
pp. 0-0
Author(s):  
Jui-Jung Tsai ◽  
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Yang-Chao Wang ◽  
Jiarong Zhang ◽  
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...  
Keyword(s):  
Stock Markets ◽  
Regime Switching ◽  
Financial Contagion ◽  
Copula Model ◽  
Vine Copula ◽  
European Stock Markets

scholarly journals Dependence patterns across Gulf Arab stock markets: A copula approach

2014 ◽  
Vol 25-26 ◽  
pp. 30-50 ◽  
Author(s):  
Syed Abul Basher ◽  
Salem Nechi ◽  
Hui Zhu
Keyword(s):  
Stock Markets ◽  
Copula Approach ◽  
Gulf Arab
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